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Action Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.40% (-0.11%)
Analysis last updated: Wednesday, February 11, 2026 at 11:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Action Sa S0GARCH
paramt-stat
ω1.01664.43
α0.13083.60
β0.69719.09
γ1-0.0774-0.49
γ20.00050.00
γ30.15850.73
γ40.00390.02
γ5-0.0485-0.19
γ6-0.2320-0.82
γ70.37321.14
γ8-0.6330-2.01
γ90.91894.31
γ10-0.5685-5.21
Estimation Period:
Aug 24, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts